Faculty-Hong-Ren Huang, Professor

Hong-Ren Huang, Professor

Education
Ph.D. in Finance, Syracuse University, USA
Research Expertise
Derivative Pricing, Financial Leasing, Financial Economics
Office
I1-833
EXT.
66253
Email
hongming@ncu.edu.tw
Papers
  1. Huang, Guan-Ying, Henry H. Huang, Chun I Lee, 2020, “Taming the dark side of asset liquidity: The role of short-term debt”, International Review of Economics and Finance, Vol.69, p539-562 (SSCI, ABDC 2019 A)
  2. Li, Shaoyu, Henry H. Huang, and Teng Zhang, “Generalized Affine Transform on Pricing Quanto Range Accrual Note”, North American Journal of Economics and Finance, forthcoming (SSCI, ABDC 2019 B)
  3. Huang, Guan-Ying, Henry H. Huang, and Chun Lee, 2019, “Is CEO Pay Disparity Relevant to Seasoned Bondholders?”, International Review of Economics and Finance, Vol.64, p271-289 (SSCI, ABDC 2019 A)
  4. Li, Shaoyu and Henry H. Huang, 2018, Pricing and hedging range accrual notes with stochastic mean, stochastic volatility, and jumps”, Journal of Management Sciences in China, forthcoming (CSSCI)
  5. Ambrose, Brent, Thomas Emmerling, Henry H. Huang, and Yildiray Yildirim, 2019, “Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt”, Review of Finance, Vol. 23, p659-695 (SSCI, ABDC 2019 A*, Financial Times 50)
  6. Henry H. Huang, Kent Wang, and Zhonglong Wang, 2016, A Test of Efficiency for the S&P 500 Index Option Market Using Generalized Spectrum Method, Journal of Banking and Finance, Vol. 64, p52-70 (SSCI, ABDC 2019 A*)
  7. Henry H. Huang, Hung-Yi Huang, and Jeff. J. Oxman, 2014, “Stock Liquidity and Corporate Bond Yield Spreads” Journal of Financial Research, Volume 38, Issue 1, p 59-91 (SSCI, ABDC 2019 A)
  8. Hsiao-Wei Ho, Henry H. Huang, and Yildiray Yildirim (2013). “Affine Model of Inflation-Indexed Derivatives and Inflation Risk Premium”, European Journal of Operational Research, 238, p159-169 (SCI, ABDC 2019 A*)
  9. Henry H. Huang, Jr-Wei Huang, Howard Qi, and Puman Ouyang, 2012, “Bivariate Option Pricing Under Regime-Switching Dependence”, Review of Futures Markets, Vol. 20, No 3 (ABDC 2019 B )
  10. Hsing-Hua Huang, Hongming Huang, and Pai-Ta Shih, 2012, “Real Options and Earning-Based Bonus Compensation”, Journal of Banking and Finance, Vol. 36, pp2389-2402 (SSCI, ABDC 2019 A* )
  11. Brent Ambrose, Hongming Huang, Sumit Aggrawl, Yildiray Yildirim, 2011, “The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence”, Journal of Financial and Quantitative Analysis, Vol. 46, No. 2, pp. 553–584 (SSCI, ABDC 2019 A*, Financial Times 50)
  12. Hongming Huang, Yildiray Yildirim, 2009, “Leverage, Option Liabilities, and Corporate Bond Pricing”, Review of Derivatives Research, Volume 11, Issue3, p245-276 (SSCI, ABDC 2019 B)
  13. Hongming Huang, Yildiray Yildirim, 2008, “Valuing TIPS Bond Futures in Jarrow-Yildirim Model”, Risk, June, p101-103
  14. Hongming Huang, Chihwa Kao., and Giovanni Urga, 2008, “Copula-Based Tests for Cross-Sectional Independence in Panel Data”, Economics Letters, Vol. 100 Issue 2., p224-228 (SSCI, ABDC 2019 A)
  15. Wen-Chung Lin, Hongming Huang, 2002, “Fair Valuation of Property-Liability Insurance Company Under Catastrophic Risk”, Journal of Risk Management，Vol. 4, No. 1, 1-18
Conference papers
  1. Trung K. Do, Henry Hongren Huang*, Albert Tsang (2019), “Terrorist Attack and Corporate Social Responsibility”, 14th Conference on Asia-Pacific Financial Markets (CAFM), Seoul, Korea.
  2. Huang, Guan-Ying, Henry H. Huang, Jerry C. Yu (2018), “CEO pay ratio and Corporate Bond Yield Spreads”, Asian Finance Association annual meeting, Tokyo, Japan.
  3. Chen, Chang-Chieh and Henry H. Huang (2018), “Supply Chain and Corporate Capital Structure”, Taiwan Finance Association Annual Meeting, Taipei, Taiwan.
  4. Li, Shaoyu, Henry H. Huang, and Jeff J. Oxman (2018), “Competition, Rating Shopping, and Yield Spreads: Evidence from the Chinese Enterprise Bond Market”, South Western Finance Association Annual Meeting, Albuquerque, New Mexico, USA.
  5. Henry H. Huang, Chun Lee (2015), “Is CEO Pay Ratio Relevant to Bondholders? The Explaining Power of CEO Pay Disparity for Corporate Bond Yield Spreads”, 2015 FMA annual meeting, Orlando, USA.
  6. Guan-Ying Huang, Henry H. Huang, and Ghon S. Rhee (2015), “Real Asset Liquidity and Corporate Innovation”, 2015 Asia Finance Association Annual meeting, Changsha, Hunan Province China.
  7. Ambrose, Brent*, Thomas Emmerling, Henry H. Huang, and Yildiray Yildirim (2014), “Counterparty Risk and Capital Structure”, National AREUEA Meeting, Washington D.C. , USA.
  8. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, Financial Management Association International Annual Meeting, Chicago, USA.
  9. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, Chinese Economists Society, Chengdu, China.
  10. Huang,Henry H.,Huang Hung-Yi, Oxman Jeffery (2013), “Stock liquidity and Corporate Bond Yield Spread: Theory and Evidence”, The 10th international conference on economics, Finance and Accounting. The 5th conference on cross-strait banking and finance, Taipei, Taiwan.
  11. Shaoyu Li, Hongming Huang, and Li-Chuan Tsai (2012), “Pricing Range-Accrual Notes Pricing Range Accrual Notes in an Affine Term-Structure Model with Stochastic Mean, Stochastic Volatility and Jumps”, TFA and KFA Joint Conference, Seoul, Korea.
  12. Shaoyu Li, Hongming Huang, and Li-Chuan Tsai (2011), “Pricing Range-Accrual Notes Pricing Range Accrual Notes in an Affine Term-Structure Model with Stochastic Mean, Stochastic Volatility and Jumps”, Financial Management Association Annual Meeting, Denver, Colorado, USA.
  13. Chuang-Chang Chang, Hsio-Wei Ho, Hongming Huang, and Yildirim Yildiray (2011), “Pricing Adjustable-Rate Real Estate Lease Contracts with Embedded Options and Credit Risk”, Taiwan Financial Association Annual Meeting, Kaohsiung, Taiwan.
  14. Hongming Huang, Howard Qi, Chih-Wei Huang (2008), “Bivariate Option Pricing Under Regime-Switching Copulas”, INFORMS annual meeting, Washington D.C., USA.
  15. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, Third International Conference on Credit and Operational Risks, HEC, Montreal, CANADA.
  16. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, Financial Management Association Annual Meeting, Orlando, Florida, USA.
  17. Hongming Huang, Yildiray Yildirim (2007), “Leverage, Option Liabilities, and Corporate Bond Pricing”, INFORMS annual meeting, Seattle, Washington, USA.
  18. Hongming Huang, Yildiray Yildirim (2006), “Lease Financing, Credit Risk, and the Optimal Capital Structure”, FDIC Analytic Meeting, Washington D.C. , USA.
Books and other
  1. Henry H. Huang*, Kent Wang, and Zhonglong Wang 2016 A Test of Efficiency for the S&P 500 Index Option Market Using Generalized Spectrum Method Journal of Banking and Finance
  2. Chinese translation of John Hull, “Fundamentals of Futures and Options Markets 9th Edition”